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Option pricing theory and its applications

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  • Cox, John C.
  • Huang, Chi-fu.

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  • Cox, John C. & Huang, Chi-fu., 1987. "Option pricing theory and its applications," Working papers 1881-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:2169
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    File URL: http://hdl.handle.net/1721.1/2169
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    References listed on IDEAS

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    1. Constantinides, George M. & Rosenthal, Robert W., 1984. "Strategic analysis of the competitive exercise of certain financial options," Journal of Economic Theory, Elsevier, vol. 32(1), pages 128-138, February.
    2. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    3. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    HD28 .M414 no.1881-; 87;

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